Interface-enhanced superconductivity in single-unit-cell FeSe on SrTiO_{3} has been extensively pursued recently. The interfacial electron-phonon coupling (EPC) is widely proposed to enhance pairing, yet to be directly verified. Herein, using ultrafast pump-probe spectroscopy, we discover a coherent 4.2 THz optical phonon mode that emerges only upon photoexcitation in FeTe/FeSe/SrTiO_{3} or FeTe/SrTiO_{3} heterostructures, but is absent in bare Nb-doped SrTiO_{3} under identical subgap pumping. Atomic-scale electron energy loss spectroscopy in scanning transmission electron microscopy identifies this mode as out-of-plane oxygen vibrations localized at double TiO_{x} terminated interface. Crucially, the phonon amplitude in FeTe/FeSe/SrTiO_{3} is more than twice as large as that in FeTe/SrTiO_{3}, which can be attributed to higher electron doping that strengthens dipole moments penetrating the FeSe layer, thereby resulting in an enhanced interfacial EPC. Temperature-dependent dynamics further highlight the unique electronic nature of monolayer FeSe in sustaining this robust coupling. These findings provide direct evidence for dipole-mediated interfacial EPC as a critical mechanism of interfacial superconductivity in FeSe/SrTiO_{3}.